Transition Evergreen Spline ILLIQ Liquidity Analysis
Liquidity Prediction for Wednesday, April 9th, 2025:17,643,590.00 (-2,530,570.00)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7086 | 0.97 | |
| 0.1317 | 6.93 | |
| 0.8680 | 45.62 | |
| 0.0268 | 0.04 | |
| -1.2105 | -0.72 | |
| 3.5320 | 1.10 | |
| -3.4375 | -1.13 | |
| 1.4265 | 1.12 | |
| -0.8038 | -1.34 | |
| 0.6660 | 1.23 | |
| -1.3149 | -1.81 | |
| 2.6873 | 3.82 | |
| -2.9519 | -3.06 |
Estimation Period:
Jun 16, 1997 to Apr 4, 2025
Jun 16, 1997 to Apr 4, 2025
News Impact Curve
Liquidity Forecasts
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